| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
11,268.84 |
11,442.49 |
173.65 |
1.5% |
11,038.42 |
| High |
11,403.89 |
11,500.86 |
96.97 |
0.9% |
11,093.10 |
| Low |
11,220.75 |
11,247.33 |
26.58 |
0.2% |
10,696.42 |
| Close |
11,402.52 |
11,459.61 |
57.09 |
0.5% |
11,040.35 |
| Range |
183.14 |
253.53 |
70.39 |
38.4% |
396.68 |
| ATR |
247.08 |
247.54 |
0.46 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,163.19 |
12,064.93 |
11,599.05 |
|
| R3 |
11,909.66 |
11,811.40 |
11,529.33 |
|
| R2 |
11,656.13 |
11,656.13 |
11,506.09 |
|
| R1 |
11,557.87 |
11,557.87 |
11,482.85 |
11,607.00 |
| PP |
11,402.60 |
11,402.60 |
11,402.60 |
11,427.17 |
| S1 |
11,304.34 |
11,304.34 |
11,436.37 |
11,353.47 |
| S2 |
11,149.07 |
11,149.07 |
11,413.13 |
|
| S3 |
10,895.54 |
11,050.81 |
11,389.89 |
|
| S4 |
10,642.01 |
10,797.28 |
11,320.17 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,133.33 |
11,983.52 |
11,258.52 |
|
| R3 |
11,736.65 |
11,586.84 |
11,149.44 |
|
| R2 |
11,339.97 |
11,339.97 |
11,113.07 |
|
| R1 |
11,190.16 |
11,190.16 |
11,076.71 |
11,265.07 |
| PP |
10,943.29 |
10,943.29 |
10,943.29 |
10,980.74 |
| S1 |
10,793.48 |
10,793.48 |
11,003.99 |
10,868.39 |
| S2 |
10,546.61 |
10,546.61 |
10,967.63 |
|
| S3 |
10,149.93 |
10,396.80 |
10,931.26 |
|
| S4 |
9,753.25 |
10,000.12 |
10,822.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,500.86 |
10,696.42 |
804.44 |
7.0% |
239.85 |
2.1% |
95% |
True |
False |
|
| 10 |
11,500.86 |
10,696.42 |
804.44 |
7.0% |
218.99 |
1.9% |
95% |
True |
False |
|
| 20 |
11,941.28 |
10,671.19 |
1,270.09 |
11.1% |
223.10 |
1.9% |
62% |
False |
False |
|
| 40 |
12,161.27 |
10,671.19 |
1,490.08 |
13.0% |
220.41 |
1.9% |
53% |
False |
False |
|
| 60 |
12,161.27 |
10,632.39 |
1,528.88 |
13.3% |
239.84 |
2.1% |
54% |
False |
False |
|
| 80 |
12,161.27 |
10,444.78 |
1,716.49 |
15.0% |
251.15 |
2.2% |
59% |
False |
False |
|
| 100 |
13,172.44 |
10,444.78 |
2,727.66 |
23.8% |
250.21 |
2.2% |
37% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.6% |
246.57 |
2.2% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,578.36 |
|
2.618 |
12,164.60 |
|
1.618 |
11,911.07 |
|
1.000 |
11,754.39 |
|
0.618 |
11,657.54 |
|
HIGH |
11,500.86 |
|
0.618 |
11,404.01 |
|
0.500 |
11,374.10 |
|
0.382 |
11,344.18 |
|
LOW |
11,247.33 |
|
0.618 |
11,090.65 |
|
1.000 |
10,993.80 |
|
1.618 |
10,837.12 |
|
2.618 |
10,583.59 |
|
4.250 |
10,169.83 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,431.11 |
11,398.33 |
| PP |
11,402.60 |
11,337.05 |
| S1 |
11,374.10 |
11,275.77 |
|